trace.plot {spate}

Trace plots for MCMC output analysis.

Description

Trace plots for MCMC output analysis.

Usage

trace.plot(data, true = NULL, BurnIn = NULL,BurnInAdaptive=NULL)

Arguments

data

A p x Nmc data.frame of matrix where p denotes the number of parameters and Nmc the number of Monte Carlo samples.

true

The true value of the parameters (for simulation only).

BurnIn

The number of samples used as burn-in if the burn-in has not yet been removed from the sample.

BurnInAdaptive

The number of samples used as burn-in before starting the adaptive estimation of Metropolis-Hastings proposal covariance for the hyper-parameters.

Value

Trace plots.

Author(s)

Fabio Sigrist

Examples

data <- matrix(rnorm(1200),nrow=6)
opar <- par(no.readonly = TRUE)
par(mfrow=c(2,3))
trace.plot(data,true=rep(0,6))
par(opar) # Reset par() settings